Function black_scholes::call

pub fn call(s: f64, k: f64, discount: f64, sigma: f64) -> f64

Returns BS call option formula.

Examples

let stock = 5.0;
let strike = 4.5;
let discount=(-0.05 as f64).exp();
let sigma=0.3;
assert_eq!(0.9848721043419868, black_scholes::call(stock, strike, discount, sigma));